-19.9%
MSTZ vs MTCH
+9.3%
-29.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +6.3% |
| 7D | -23.6% | -2.4% | -21.2% | -25.6% |
| 30D | -60.7% | +12.8% | -73.5% | -54.3% |
| 3M | -58.3% | +20.0% | -78.2% | -44.4% |
| 6M | -60.0% | +34.7% | -94.7% | -34.1% |
| YTD | -75.2% | +30.6% | -105.8% | -58.6% |
| 1Y | -19.9% | +10.9% | -30.8% | +1.2% |
| All | -19.9% | +9.3% | -29.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling